+108.8%
JCI vs SCCO
+313.8%
-205.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.8% | +0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | -7.7% | -0.2% | -7.5% | -8.1% |
| 3M | +2.8% | +17.8% | -15.0% | -2.6% |
| 6M | +7.2% | +2.3% | +5.0% | +4.8% |
| YTD | +20.0% | +41.6% | -21.6% | +5.6% |
| 1Y | +33.3% | +101.9% | -68.6% | +5.2% |
| 3Y | +161.3% | +186.2% | -24.9% | +77.3% |
| 5Y | +108.8% | +309.7% | -200.9% | +21.8% |
| All | +108.8% | +313.8% | -205.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling